It has often been theorized that the first issue was actually an unnumbered volume in the Master Thriller series, from the same publisher. Improved knowledge of that title has disproved this, however, as there are now no known gaps into which Tales of Wonder could fit. The last four issues feature the same standardized cover design. (Pub. Info.)

There were at least four U.K. issues of Terror Tales published by Thorpe and Porter, Ltd. in the late 40s. These consisted of stories reprinted from the September 1940, November 1940, January 1941, and March 1941 issues of the U.S. edition. (Pub. Info.)